This textbook offers theoretical, algorithmic and computational guidelines for solving the most frequently encountered linear-quadratic optimization problems. It provides an overview of recent advances in control and systems theory, numerical line algebra, numerical optimization, scientific computations and software engineering.

chapter 1|96 pages

Linear-Quadratic Optimization Problems

chapter 2|100 pages

Newton Algorithms

chapter 3|84 pages

Schur and Generalized Schur Algorithms

chapter 4|64 pages

Structure-Preserving Algorithms